+741.5%
HWM vs AG
+64.2%
+677.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -2.1% | +1.0% | -3.1% | -2.3% |
| 30D | -11.0% | +19.2% | -30.2% | -12.9% |
| 3M | +4.0% | +6.2% | -2.1% | +2.6% |
| 6M | -0.2% | -26.7% | +26.5% | +1.8% |
| YTD | +26.7% | +26.1% | +0.5% | +21.5% |
| 1Y | +44.7% | +131.7% | -86.9% | +28.9% |
| 3Y | +426.1% | +255.3% | +170.7% | +329.1% |
| All | +741.5% | +64.2% | +677.3% | +674.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling